Know your time series
Stephan Kolassa, Bahman Rostami-Tabar, Enno Siemsen · 2023
The first step in any analysis is to understand the data. In forecasting, this usually means understanding a time series – or many time series. In this chapter, we consider basic properties to look out for in your time series data, from data quality to the amount of data and its forecastability. We also consider the more technical issue of stationarity, and how to think about the sheer forecastability of your time series.